If you are using the main C++ distribution of wxWidgets, Feel free to ask any question related to wxWidgets development here. This means questions regarding to C++ and wxWidgets, not compile problems.
Do you mean you click the button then move the mouse to the next button and then the bitmap is changed? It is not changed immediately when the button is clicked?
Also, you may need to call Refresh() to make the new bitmap appear.
How do you connect the event to the other buttons? Do you have multiple entries in the event table? Or do you create all buttons with the same ID? The second version would be the wrong way to do it.